+68.2%
DD vs PTC
+204.7%
-136.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +1.7% |
| 7D | -0.6% | -12.8% | +12.2% | +4.1% |
| 30D | -7.4% | -9.8% | +2.4% | -4.3% |
| 3M | -6.4% | -2.1% | -4.4% | -7.3% |
| 6M | -2.5% | -18.1% | +15.6% | +2.8% |
| YTD | +10.2% | -23.5% | +33.7% | +18.8% |
| 1Y | +36.9% | -37.4% | +74.3% | +59.4% |
| 3Y | +47.0% | -7.2% | +54.2% | +43.3% |
| 5Y | +63.1% | +2.7% | +60.5% | +49.4% |
| 10Y | +68.2% | +203.4% | -135.2% | -0.9% |
| All | +68.2% | +204.7% | -136.6% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling